Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47504.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46109.37 Kr¶

PnL: ---------------------------------------> -779.2 Kr¶

DD now: ---------------------------------> -2.315 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:18:18.392183'

Anic Portfolio¶

This Week¶

Return: -1.395 %¶

Total¶

Return: 55.458 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.000000 2740.500000 104.500000 3.960000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.050000 425.600000 70.600000 19.890000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -0.840000 709.600000 36.600000 5.440000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.730000 548.400000 16.400000 3.080000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.970000 260.640000 14.640000 5.950000 246.000000
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 0.450000 586.300000 12.300000 2.140000 573.999998
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
Essity B 2 -0.450000 577.400000 3.400000 0.590000 574.000000
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
AcadeMedia 12 0.780000 559.200000 2.200000 0.390000 557.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
Swedbank A 3 -1.790000 559.950000 -4.050000 -0.720000 564.000000
Securitas B 6 -0.490000 564.240000 -5.760000 -1.010000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Nordea Bank Abp 29 -1.360000 3443.460000 -10.540000 -0.310000 3453.999992
CTEK 13 -0.430000 510.900000 -23.100000 -4.330000 533.999999
International Petroleum Corp. 5 1.070000 518.000000 -76.570000 -12.880000 594.565215
Vivesto 1368 -5.390000 523.670000 -89.330000 -14.570000 612.999432
SAAB B 8 -0.800000 3273.600000 -103.400000 -3.060000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.120000 1542.600000 -121.400000 -7.300000 1663.999992
Axfood 13 -0.220000 3571.100000 -184.900000 -4.920000 3756.000001
Fasadgruppen Group 35 -1.670000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46091.620000 -796.950000 -2.35127% 46888.564618

Updated:¶

'2023-01-13 16:15:53.822203'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶